Use of Derivative Financial Instruments (Details 3) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013 item	Sep. 30, 2012	Sep. 30, 2013 item	Sep. 30, 2012
Cash Flow Hedges of Interest Rate Risk
Additional amount reclassified from accumulated other comprehensive income (loss) as a decrease to interest expense over the next twelve months	$ 2,200,000		$ 2,200,000
Amount of income (loss) recognized in accumulated other comprehensive income (loss) on interest rate swaps (effective portion)	(1,510,000)	(577,000)	1,776,000	(577,000)
Amount of loss reclassified from accumulated other comprehensive income (loss) into income (loss) as interest expense (effective portion)	476,000		856,000
Credit-risk-related Contingent Features
Number of interest rate swaps in asset position	10		10
Total number of interest rate swaps	11		11
Fair values of the interest rate swaps in a net asset position	2,500,000		2,500,000
Number of interest rate swaps in liability position	1		1
Fair values of the interest rate swaps in a net liability position	100,000		100,000
Value of adjustment for nonperformance risk	400,000		400,000
Termination value required to settle obligations under agreements	$ 50,000		$ 50,000